Author: G. George Yin

This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existing and emerging applications in optimization and control of complex systems in manufacturing, …

…

This IMA Volume in Mathematics and its Applications Wireless Communications contains papers based on invited lectures at the very successful IMA Sum­ mer Program on Wireless Communications, held on …

This IMA Volume in Mathematics and its Applications TOPICS IN STOCHASTIC ANALYSIS AND NONPARAMETRIC ESTIMATION contains papers that were presented at the IMA Participating Institution conference on …

This book concerns the identi?cation of systems in which only quantized output observations are available, due to sensor limitations, signal quan- zation, or coding for communications. Although there …

This book encompasses the study of hybrid switching di usion processes and their applications. The word /hybrid’ signi es the coexistence of c- tinuous dynamics and discrete events, which is one of …

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It …

The basic stochastic approximation algorithms introduced by Robbins and Monroandby Kieferand Wolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical and applied. This …

In view of Professor Wendell Fleming’s many fundamental contributions, his profound influence on the mathematical and systems theory communi- ties, his service to the profession, and his dedication …

In recent years algorithms of the stochastic approximation type have found applications in new and diverse areas, and new techniques have been developed for proofs of convergence and rate of …